Toda and Yamamoto Causality Between Stock Market Development and Economic Growth: Evidence from China, Japan, Singapore, UK and US
This study investigates the direction of the causality between economic growth and stock market performance in three Asian countries - China, Singapore, Japan and two western developed countries - the UK and the US. By analyzing the quarterly real GDP and the stock index in each country with the hel...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2012
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| Online Access: | https://eprints.nottingham.ac.uk/25784/ |